Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.16% | 5.83 CHF | 5.84 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 908'738 CHF | 303'413 CHF | 99.35% | 99.35% |
19.11.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 150'000 | 50'000 | 105'088 | 64'932 | 610'258 CHF | 376'542 CHF | 98.80% | 98.80% |
18.11.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 428'746 CHF | 429'496 CHF | 97.50% | 97.50% |
15.11.2024 | 0.17% | 5.56 CHF | 5.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 435'491 CHF | 436'241 CHF | 99.35% | 99.35% |
14.11.2024 | 0.16% | 5.93 CHF | 5.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 464'987 CHF | 465'737 CHF | 99.36% | 99.36% |
13.11.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 476'230 CHF | 476'980 CHF | 94.65% | 94.65% |
12.11.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 470'902 CHF | 471'652 CHF | 94.06% | 94.06% |
11.11.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 463'230 CHF | 463'980 CHF | 98.54% | 98.54% |
08.11.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 466'926 CHF | 467'676 CHF | 90.80% | 90.80% |
07.11.2024 | 0.17% | 6.15 CHF | 6.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 453'103 CHF | 453'853 CHF | 98.68% | 98.68% |